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EVNT vs. FTLS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVNT vs. FTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AltShares Event-Driven ETF (EVNT) and First Trust Long/Short Equity ETF (FTLS). The values are adjusted to include any dividend payments, if applicable.

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EVNT vs. FTLS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EVNT
AltShares Event-Driven ETF
1.58%13.72%5.13%13.28%-8.62%-3.22%
FTLS
First Trust Long/Short Equity ETF
-0.80%9.09%18.80%16.94%-5.56%7.53%

Returns By Period

In the year-to-date period, EVNT achieves a 1.58% return, which is significantly higher than FTLS's -0.80% return.


EVNT

1D
1.14%
1M
-0.66%
YTD
1.58%
6M
3.99%
1Y
13.29%
3Y*
9.36%
5Y*
10Y*

FTLS

1D
1.32%
1M
-1.17%
YTD
-0.80%
6M
0.98%
1Y
10.88%
3Y*
12.98%
5Y*
9.94%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVNT vs. FTLS - Expense Ratio Comparison

EVNT has a 1.30% expense ratio, which is lower than FTLS's 1.60% expense ratio.


Return for Risk

EVNT vs. FTLS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EVNT
EVNT Risk / Return Rank: 8383
Overall Rank
EVNT Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EVNT Sortino Ratio Rank: 8181
Sortino Ratio Rank
EVNT Omega Ratio Rank: 8181
Omega Ratio Rank
EVNT Calmar Ratio Rank: 8787
Calmar Ratio Rank
EVNT Martin Ratio Rank: 8989
Martin Ratio Rank

FTLS
FTLS Risk / Return Rank: 6868
Overall Rank
FTLS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTLS Sortino Ratio Rank: 6363
Sortino Ratio Rank
FTLS Omega Ratio Rank: 5959
Omega Ratio Rank
FTLS Calmar Ratio Rank: 7676
Calmar Ratio Rank
FTLS Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EVNT vs. FTLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AltShares Event-Driven ETF (EVNT) and First Trust Long/Short Equity ETF (FTLS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EVNTFTLSDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.04

+0.29

Sortino ratio

Return per unit of downside risk

2.09

1.56

+0.54

Omega ratio

Gain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

2.69

1.90

+0.78

Martin ratio

Return relative to average drawdown

11.00

8.02

+2.99

EVNT vs. FTLS - Sharpe Ratio Comparison

The current EVNT Sharpe Ratio is 1.34, which is comparable to the FTLS Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of EVNT and FTLS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EVNTFTLSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.04

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.77

-0.29

Correlation

The correlation between EVNT and FTLS is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EVNT vs. FTLS - Dividend Comparison

EVNT's dividend yield for the trailing twelve months is around 4.71%, more than FTLS's 0.95% yield.


TTM20252024202320222021202020192018201720162015
EVNT
AltShares Event-Driven ETF
4.71%4.78%0.66%0.59%2.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTLS
First Trust Long/Short Equity ETF
0.95%1.07%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%

Drawdowns

EVNT vs. FTLS - Drawdown Comparison

The maximum EVNT drawdown since its inception was -13.85%, smaller than the maximum FTLS drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for EVNT and FTLS.


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Drawdown Indicators


EVNTFTLSDifference

Max Drawdown

Largest peak-to-trough decline

-13.85%

-20.54%

+6.69%

Max Drawdown (1Y)

Largest decline over 1 year

-4.84%

-6.17%

+1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-11.69%

Max Drawdown (10Y)

Largest decline over 10 years

-20.54%

Current Drawdown

Current decline from peak

-0.75%

-2.34%

+1.59%

Average Drawdown

Average peak-to-trough decline

-3.92%

-2.73%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

1.49%

-0.31%

Volatility

EVNT vs. FTLS - Volatility Comparison

The current volatility for AltShares Event-Driven ETF (EVNT) is 2.06%, while First Trust Long/Short Equity ETF (FTLS) has a volatility of 2.93%. This indicates that EVNT experiences smaller price fluctuations and is considered to be less risky than FTLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVNTFTLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

2.93%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

6.26%

6.53%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

9.97%

10.50%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.39%

10.65%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.39%

11.31%

-1.92%